+1,156.2%
ABBV vs SM
-22.1%
+1,178.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.3% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +4.2% | +26.3% | -22.1% | +2.7% |
| 3M | +14.8% | +8.7% | +6.1% | +14.0% |
| 6M | +10.3% | +51.7% | -41.4% | +7.0% |
| YTD | +14.9% | +99.0% | -84.2% | +9.6% |
| 1Y | +24.1% | +34.6% | -10.5% | +21.0% |
| 3Y | +91.9% | -7.8% | +99.7% | +89.0% |
| 5Y | +176.0% | +104.8% | +71.3% | +153.4% |
| 10Y | +502.9% | +7.2% | +495.7% | +395.9% |
| All | +1,156.2% | -22.1% | +1,178.3% | +938.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling